Report NEP-FMK-2015-11-15
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Vikram Krishnamurthy & Sujay Bhatt, 2015. "Sequential Detection of Market shocks using Risk-averse Agent Based Models," Papers 1511.01965, arXiv.org.
- Siddiqi, Hammad, 2015. "Anchoring Adjusted Capital Asset Pricing Model," Risk and Sustainable Management Group Working Papers 211224, University of Queensland, School of Economics.
- Katsutoshi Wakai, 2015. "Equilibrium Alpha in Asset Pricing in an Ambiguity-averse Economy," Discussion papers e-15-010, Graduate School of Economics , Kyoto University.
- Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2015. "The Effectiveness of the ECB’s Asset Purchase Programs of 2009 to 2012," Discussion Papers in Economics 15/24, Division of Economics, School of Business, University of Leicester.
- Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2015. "How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices," Discussion Papers in Economics 15/25, Division of Economics, School of Business, University of Leicester.